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Mathematics

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Mathematical Formulas

Chernoff Bound

Created on Jan 22, 2024 · Last Modified on May 02, 2024

Chernoff Bound
  • In probability theory, a Chernoff bound is an exponentially decreasing upper bound on the tail of a random variable based on its moment-generating function

Statement

  • P(X≥a)≤e−atMX​(t)

Statement - Alternative

Subpages

  • Chernoff Bound - Sum of Repeated Random Variable

Resources

  • https://en.wikipedia.org/wiki/Chernoff_bound